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PMAU vs. XIJN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMAU vs. XIJN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM S&P 500 Max Buffer ETF - August (PMAU) and FT Vest U.S. Equity Buffer & Premium Income ETF - June (XIJN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PMAU achieves a 2.95% return, which is significantly higher than XIJN's 2.49% return.


PMAU

1D
-0.02%
1M
0.89%
YTD
2.95%
6M
3.43%
1Y
3Y*
5Y*
10Y*

XIJN

1D
0.02%
1M
0.35%
YTD
2.49%
6M
3.12%
1Y
7.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMAU vs. XIJN - Yearly Performance Comparison


Correlation

The correlation between PMAU and XIJN is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 4, 2025

0.74

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Return for Risk

PMAU vs. XIJN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PMAU

XIJN
XIJN Risk / Return Rank: 9797
Overall Rank
XIJN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XIJN Sortino Ratio Rank: 9898
Sortino Ratio Rank
XIJN Omega Ratio Rank: 9898
Omega Ratio Rank
XIJN Calmar Ratio Rank: 9696
Calmar Ratio Rank
XIJN Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PMAU vs. XIJN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM S&P 500 Max Buffer ETF - August (PMAU) and FT Vest U.S. Equity Buffer & Premium Income ETF - June (XIJN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PMAU vs. XIJN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PMAUXIJNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.97

Sharpe Ratio (All Time)

Calculated using the full available price history

2.90

1.60

+1.30

Drawdowns

PMAU vs. XIJN - Drawdown Comparison

The maximum PMAU drawdown since its inception was -1.79%, smaller than the maximum XIJN drawdown of -4.65%. Use the drawdown chart below to compare losses from any high point for PMAU and XIJN.


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Drawdown Indicators


PMAUXIJNDifference

Max Drawdown

Largest peak-to-trough decline

-1.79%

-4.65%

+2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-0.75%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.15%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.14%

Volatility

PMAU vs. XIJN - Volatility Comparison


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Volatility by Period


PMAUXIJNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

1.88%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

4.51%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

4.51%

-2.00%

PMAU vs. XIJN - Expense Ratio Comparison

PMAU has a 0.50% expense ratio, which is lower than XIJN's 0.85% expense ratio.


Dividends

PMAU vs. XIJN - Dividend Comparison

PMAU has not paid dividends to shareholders, while XIJN's dividend yield for the trailing twelve months is around 6.95%.


Frequently Asked Questions


PMAU and XIJN have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PMAU is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PMAU is cheaper with a 0.50% expense ratio, compared with 0.85% for XIJN.

XIJN has the higher dividend yield at 6.95%, compared with 0.00% for PMAU.

They also come from different issuers: PGIM and First Trust. Their fees differ too: 0.50% for PMAU and 0.85% for XIJN.

Portfolio Optimizer

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